Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48913.77 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44744.89 Kr¶

PnL: ---------------------------------------> -203.11 Kr¶

DD now: ---------------------------------> -7.919 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:04:23.475749'

Anic Portfolio¶

Today¶

Return: -0.79 %¶

This Week¶

Return: -0.79 %¶

Total portfolio value¶

Return including deposits: 60.131 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Catena 2 1.470000 801.200000 11.600000 1.470000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
JM 6 1.250000 873.000000 10.800000 1.250000 862.200000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Sagax B 4 0.800000 858.800000 6.800000 0.800000 852.000000
Sedana Medical 93 0.220000 2520.300000 5.580000 0.220000 2514.720000
Orrön Energy 180 0.130000 2043.000000 5.400000 0.270000 2037.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Hexatronic Group 12 0.070000 965.280000 0.720000 0.070000 964.560000
ASSA ABLOY B 3 0.080000 777.600000 0.600000 0.080000 777.000000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
EQT 4 -0.290000 827.200000 -2.400000 -0.290000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Addnode Group B 11 -0.540000 913.550000 -4.950000 -0.540000 918.500000
Byggmax Group 33 -0.620000 948.420000 -5.940000 -0.620000 954.360000
SKF B 5 -0.770000 930.750000 -7.250000 -0.770000 938.000000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
OX2 13 -1.920000 929.500000 -18.200000 -1.920000 947.700000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.350000 818.000000 -37.200000 -4.350000 855.200000
Vitec Software Group B 2 -3.600000 1045.000000 -39.000000 -3.600000 1084.000000
INVISIO 16 -1.300000 3632.000000 -48.000000 -1.300000 3680.000000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
Indutrade 5 -4.360000 1161.500000 -53.000000 -4.360000 1214.500000
Hexagon B 26 -1.620000 3395.600000 -55.900000 -1.620000 3451.500000
BHG Group 97 -7.000000 1354.120000 -100.880000 -6.930000 1455.000000
TOTAL 44744.890000 -203.110000 -7.91896% 44948.000000

Updated:¶

'2023-07-03 16:04:40.149169'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶